I have the same issue. I have heavily invested into apple tech. My favourite product is still my little iPod shuffle. However when I went to update the music I have on there from my Mac, anything I stream (and download) from Apple Music won’t transfer unless I’ve bought the album specifically. I understand this is to stop people pirating music. However could there not be and update for the shuffle that means it needs to be connected to a computer every couple of weeks/month to verify the music on there or it stops playing? I’m no tech wiz but I can’t imagine that being too difficult. Sure people may like their shuffle for offline use and there would be nothing to stop people using their shuffles as they do now. Adding the ability to enable Apple Music subscribers to put their music on there would only make this fantastic product even better.